LINE SEARCH ALGORITHMS WITH GUARANTEED SUFFICIENT DECREASE
LINE SEARCH ALGORITHMS WITH GUARANTEED SUFFICIENT DECREASE
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DOI：
10.1145/192115.192132
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发表时间：
1994-09-01
影响因子：
2.7
通讯作者：
THUENTE, DJ
中科院分区：
文献类型：
--
作者：
MORE, JJ;THUENTE, DJ
用于最小化问题的软件的开发通常基于线搜索方法。 我们考虑线搜索方法，满足充分减少和曲率条件，并制定的问题，确定一个点，满足这两个条件，在一个集合T（μ）中找到一个点。 我们描述了这个问题的搜索算法，产生一个序列的迭代收敛到T（μ）中的一个点，除了病理情况下，终止于有限数量的步骤。 一组测试函数的搜索算法的实现的数值结果表明，该算法终止在一个小的迭代次数。
The development of software for minimization problems is often based on a line search method. We consider line search methods that satisfy sufficient decrease and curvature conditions, and formulate the problem of determining a point that satisfies these two conditions in terms of finding a point in a set T(mu). We describe a search algorithm for this problem that produces a sequence of iterates that converge to a point in T(mu) and that, except for pathological cases, terminates in a finite number of steps. Numerical results for an implementation of the search algorithm on a set of test functions show that the algorithm terminates within a small number of iterations.